Usually, when a blow inflicts a shock important enough to make you fall down, you are also stunned, at least for one second (combat turns are very short in GURPS). Thay is why, in my humble opinion, they are linked in the paragraph "knock down and stunning" which actually describe that kind of situation.

But, as described by Evileeyore, there are many other situations when you can fall down without being stunned or being stunned without falling down. They are just described elsewhere in the rules.

You can knocked down by a slam attack or a trip - neither of these cause stunning. Falling down from bad footing also doesn't cause stunning. You can be knocked down by being knocked back more than a yard, even if you took no actual damage and therefore no injury and no major wound.

You can be physically stunned without falling down. You can also be mentally stunned without falling down.

"Knockdown and stunning" is a combined set of effects that go together for crippling injuries, major wounds to all locations, and minor wounds to some locations (e.g. brain). In this context you get both, which is why they're referred to together in this context.

Knockdown and Stunning: If you take a single wound that does damage
of more than half of your basic HT score, you must roll against your basic
HT. If you fail the roll, you are knocked down!

Whether or not you fall down, you are stunned. All active-defense rolls
are at -4 until your next turn. At that time, you must roll against your basic
HT. A successful roll means you recover, and can act normally that turn and
thereafter. A failed roll means you are still stunned, and continue to stand
there (or lie there) without making any maneuvers – and continue to take
-4 on each active-defense roll!

Whenever you suffer a major wound, you must make an immediate HT roll to avoid knockdown and stunning. On a success, you suffer no penalty beyond ordinary shock.

On a failure, you’re stunned; see below. You fall prone (if you weren’t already), and if you were holding anything, you drop it. This effect is called “knockdown.” On a failure by 5 or more, or any critical failure, you fall unconscious! See Recovering from Unconsciousness (below). If you are stunned, you must Do Nothing on your next turn. You may perform any active defense while stunned, but your defense rolls are at -4.

At the end of your turn, you may roll against HT. On a success, you recover from stun and can act normally on subsequent turns. On a failure, you remain stunned; your next maneuver must also be Do Nothing, but you get another roll at the end of that turn ... and so on, until you recover from stun.

Being stunned was automatic in 3e but it's not in 4e. They're still separate effects but you now immediately make a single roll to avoid both of them when hit by lots of damage, instead of automatic stunning w/ a roll to avoid knockdown immediately followed a roll next turn to de-stun.

You can be stunned without being knocked down by things like Affliction.

You can be knocked down without being stunned by things like failing to defend against a Judo Throw (you end up lying down) but passing the HT check it forces, or from Slams.

Either case happens in the full edition of GURPS though, you'll have to check the Basic Set, not situations which come up in Lite.